1712111509 Option Payoffs

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  • 7/21/2019 1712111509 Option Payoffs

    1/30

    Profit and Loss

    Contract Date 9/16/2013

    Nifty 585!5"tri#e Price 5900!00

    Option $ype Ca%%

    &'piry Date 9/26/2013

    Lot "i(e 50

    Option Price 60!00

    Nifty at Expiry

    6122.82 8141.12

    5971.56 578.04

    5971.28 563.88

    6198.08 11904.00

    5800.62 -3000.00

    5701.17 -3000.00

    5900.36 -2981.82

    5924.10 -1795.22

    5767.28 -3000.00

    5823.26 -3000.00

    5885.82 -3000.00

    5768.52 -3000.00

    6041.47 4073.62

    5672.62 -3000.00

    5950.61 -469.41

    5908.90 -2555.02

    5935.55 -1222.74

    5844.29 -3000.00

    6002.21 2110.705815.63 -3000.00

    5971.94 597.04

    5728.71 -3000.00

    5977.37 868.68

    5661.86 -3000.00

    6145.03 9251.51

    5726.71 -3000.00

    6078.54 5926.92

    5745.25 -3000.00

    5866.65 -3000.00

    5893.74 -3000.00

    5838.50 -3000.00

    PnL of Option Buyerat Expiry

    5600 5700 5800

    -4000

    -2000

    0

    2000

    4000

    6000

    8000

    10000

    12000

    Long NIFT

    Nifty

    P/L

    760 770 780 790

    -4000

    -2000

    0

    2000

    4000

    6000

    8000

    Long LT

    LT

    P/L

  • 7/21/2019 1712111509 Option Payoffs

    2/30

    6090.16 6508.05

    5810.07 -3000.00

    5733.40 -3000.00

    5805.31 -3000.00

    6099.24 6961.88

    6029.25 3462.51

    6182.56 11128.12

    5962.89 144.29

    6043.18 4158.78

    5966.73 336.72

    5837.63 -3000.00

    6091.69 6584.27

    5821.66 -3000.00

    5674.72 -3000.00

    6053.42 4671.05

    6034.41 3720.71

    5946.46 -677.21

    6074.94 5746.90

    6086.68 6333.89

    6085.23 6261.40

    5916.99 -2150.51

    6104.25 7212.38

    5947.11 -644.70

    5932.55 -1372.46

    5938.52 -1073.82

    6058.99 4949.39

    5713.27 -3000.00

    5613.84 -3000.00

    6088.78 6439.10

    5879.18 -3000.00

    5792.64 -3000.00

    5895.71 -3000.00

    5617.10 -3000.00

    5839.89 -3000.00

    5714.49 -3000.00

    5866.44 -3000.00

    5969.12 456.03

    6155.29 9764.59

    6105.78 7288.95

    6174.83 10741.36

    5883.16 -3000.00

    6073.89 5694.62

    5628.98 -3000.00

    5844.07 -3000.00

    6019.68 2983.87

    5706.18 -3000.00

    5771.03 -3000.00

    5834.86 -3000.00

  • 7/21/2019 1712111509 Option Payoffs

    3/30

    5910.39 -2480.70

    5870.17 -3000.00

    5957.90 -104.96

    6144.38 9219.12

    5790.46 -3000.00

    5995.82 1791.14

    5997.05 1852.57

    5876.87 -3000.00

    5680.92 -3000.00

    5677.64 -3000.00

    5990.65 1532.60

    5745.28 -3000.00

    6186.33 11316.62

    5670.43 -3000.00

    5975.62 780.77

    5908.12 -2593.91

    6094.26 6712.88

    5647.98 -3000.00

    6071.28 5564.06

    5771.88 -3000.00

    5629.45 -3000.00

    5679.16 -3000.00

    5688.90 -3000.00

    6055.00 4750.00

    5703.52 -3000.00

    5916.68 -2166.06

    6013.45 2672.64

    6199.39 11969.42

    5600.48 -3000.00

    6009.63 2481.53

    5862.54 -3000.00

    5629.87 -3000.00

    5779.85 -3000.00

    6138.40 8920.04

    5774.54 -3000.00

    5898.25 -3000.00

    6075.90 5794.82

    5905.10 -2744.83

    6060.37 5018.28

    6185.19 11259.74

    6078.91 5945.72

    5827.28 -3000.00

    5848.30 -3000.00

    5824.79 -3000.00

    6086.00 6300.00

    6102.77 7138.55

    5672.42 -3000.00

    5697.50 -3000.00

  • 7/21/2019 1712111509 Option Payoffs

    4/30

    6112.36 7618.09

    6142.46 9123.11

    6109.20 7459.83

    5895.95 -3000.00

    6184.36 11217.79

    5831.64 -3000.00

    5841.24 -3000.00

    5695.76 -3000.00

    5930.84 -1457.97

    6106.67 7333.63

    5868.89 -3000.00

    6129.57 8478.35

    6004.55 2227.74

    6068.65 5432.41

    5667.59 -3000.00

    5823.49 -3000.00

    5655.07 -3000.00

    5874.22 -3000.00

    6007.52 2375.98

    5986.43 1321.33

    5832.21 -3000.00

    5607.25 -3000.00

    5995.61 1780.63

    6136.00 8799.83

    6185.70 11285.19

    6056.65 4832.39

    5923.73 -1813.74

    5649.79 -3000.00

    5663.93 -3000.00

    5979.75 987.65

    5633.51 -3000.00

    6051.67 4583.61

    6116.69 7834.38

    5800.22 -3000.00

    5788.71 -3000.00

    6147.46 9372.83

    5855.80 -3000.00

    5669.01 -3000.00

    5827.86 -3000.00

    5733.36 -3000.00

    5894.01 -3000.00

    6106.80 7340.08

    5781.76 -3000.00

    6040.79 4039.58

    5841.29 -3000.00

    5766.08 -3000.00

    5937.53 -1123.29

    5886.35 -3000.00

  • 7/21/2019 1712111509 Option Payoffs

    5/30

    5838.14 -3000.00

    6035.97 3798.52

    5950.20 -490.00

    5979.95 997.28

    5780.45 -3000.00

    6068.86 5443.00

    5761.82 -3000.00

    5908.63 -2568.39

    6103.06 7153.01

    5843.15 -3000.00

    5654.98 -3000.00

    5876.67 -3000.00

    6156.74 9837.02

    6148.23 9411.53

    5934.23 -1288.72

    5791.80 -3000.00

    6151.45 9572.56

    5812.93 -3000.00

    5730.59 -3000.00

    6191.82 11591.09

    6085.60 6279.87

    5648.67 -3000.00

    5961.27 63.49

    6097.88 6894.04

    5984.36 1218.24

    6132.53 8626.28

    5675.84 -3000.00

    5985.96 1297.95

    5688.21 -3000.00

    6081.82 6091.18

    5796.06 -3000.00

    5908.50 -2574.99

    5622.26 -3000.00

    6183.40 11170.01

    5917.40 -2129.84

    5944.80 -760.17

    5720.10 -3000.00

    5905.16 -2741.83

    6052.17 4608.53

    5760.55 -3000.00

    5819.96 -3000.00

    6001.81 2090.51

    5996.73 1836.70

    6063.07 5153.32

    5789.45 -3000.00

    5616.45 -3000.00

    5671.94 -3000.00

    5838.38 -3000.00

  • 7/21/2019 1712111509 Option Payoffs

    6/30

    5962.01 100.58

    6173.14 10656.79

    6144.90 9244.99

    5988.69 1434.28

    6105.58 7278.93

    6075.36 5767.90

    5868.23 -3000.00

    5995.42 1770.92

    6061.01 5050.39

    6132.10 8604.90

    5702.58 -3000.00

    6030.99 3549.55

    5687.38 -3000.00

    5949.70 -514.90

    6076.03 5801.46

    5748.22 -3000.00

    5733.19 -3000.00

    6000.65 2032.26

    5836.27 -3000.00

    5947.86 -606.88

    5663.53 -3000.00

  • 7/21/2019 1712111509 Option Payoffs

    7/30

    for Option Buyer

    Contract Date 9/16/2013

    L)$ 815!50"tri#e Price 800!00

    Option $ype Put

    &'piry Date 9/26/2013

    Lot "i(e 3*5

    Option Price 8!50

    L&T at Expiry

    835.00 -3187.50

    829.64 -3187.50

    820.47 -3187.50

    814.24 -3187.50

    806.90 -3187.50

    834.53 -3187.50

    818.69 -3187.50

    808.26 -3187.50

    790.19 492.87

    796.51 -1878.73

    788.00 1312.08

    801.46 -3187.50

    802.11 -3187.50

    834.05 -3187.50

    800.58 -3187.50

    848.60 -3187.50

    807.37 -3187.50

    797.14 -2114.91

    770.17 7997.79815.34 -3187.50

    801.60 -3187.50

    820.07 -3187.50

    825.27 -3187.50

    811.94 -3187.50

    836.14 -3187.50

    829.62 -3187.50

    840.87 -3187.50

    821.11 -3187.50

    830.60 -3187.50779.25 4593.87

    804.91 -3187.50

    PnL of Option Buyer atExpiry

    5900 6000 6100 6200

    5900 Call

    at Expiry

    00 810 820 830 840 850

    00 PUT

    t Expiry

  • 7/21/2019 1712111509 Option Payoffs

    8/30

    822.99 -3187.50

    788.05 1292.37

    834.78 -3187.50

    776.40 5662.62

    835.05 -3187.50

    823.31 -3187.50

    842.23 -3187.50

    850.26 -3187.50

    833.22 -3187.50

    819.19 -3187.50

    831.97 -3187.50

    834.73 -3187.50

    839.02 -3187.50

    807.57 -3187.50

    811.87 -3187.50

    843.18 -3187.50

    843.88 -3187.50

    815.78 -3187.50

    786.32 1942.10

    838.61 -3187.50

    774.92 6216.64

    846.88 -3187.50

    805.95 -3187.50

    781.18 3871.72

    845.20 -3187.50

    832.30 -3187.50

    841.61 -3187.50

    785.77 2150.02

    825.08 -3187.50

    799.91 -3153.32

    836.28 -3187.50

    830.09 -3187.50

    824.69 -3187.50

    820.57 -3187.50

    833.42 -3187.50

    792.61 -414.72

    790.90 224.85

    804.42 -3187.50

    818.40 -3187.50

    790.27 460.78

    772.26 7216.46

    778.27 4962.01

    831.84 -3187.50

    837.19 -3187.50

    789.43 777.89

    840.43 -3187.50

    808.11 -3187.50

    803.67 -3187.50

  • 7/21/2019 1712111509 Option Payoffs

    9/30

    781.02 3929.20

    779.93 4339.44

    828.11 -3187.50

    787.58 1470.77

    831.74 -3187.50

    847.11 -3187.50

    838.27 -3187.50

    849.20 -3187.50

    774.54 6359.91

    812.12 -3187.50

    773.56 6729.09

    804.85 -3187.50

    793.37 -702.80

    798.45 -2606.70

    777.36 5301.07

    841.92 -3187.50

    803.93 -3187.50

    787.82 1380.34

    827.06 -3187.50

    797.51 -2253.46

    847.99 -3187.50

    837.64 -3187.50

    816.24 -3187.50

    782.00 3563.62

    771.16 7626.13

    779.05 4668.14

    821.25 -3187.50

    830.74 -3187.50

    777.67 5185.51

    844.62 -3187.50

    842.09 -3187.50

    776.48 5633.12

    786.21 1985.49

    805.89 -3187.50

    800.52 -3187.50

    846.70 -3187.50

    781.54 3735.85

    794.75 -1218.36

    802.21 -3187.50

    786.58 1843.62

    828.81 -3187.50

    811.30 -3187.50

    835.19 -3187.50

    779.44 4521.62

    842.83 -3187.50

    842.03 -3187.50

    795.30 -1423.58

    804.23 -3187.50

  • 7/21/2019 1712111509 Option Payoffs

    10/30

    806.63 -3187.50

    845.15 -3187.50

    791.07 159.80

    815.66 -3187.50

    779.79 4392.30

    800.25 -3187.50

    835.62 -3187.50

    849.67 -3187.50

    817.93 -3187.50

    783.66 2939.20

    793.85 -879.65

    790.47 386.45

    782.19 3492.70

    828.94 -3187.50

    847.50 -3187.50

    795.51 -1504.97

    777.27 5337.50

    774.96 6203.09

    843.06 -3187.50

    843.85 -3187.50

    804.44 -3187.50

    783.22 3104.85

    818.99 -3187.50

    832.77 -3187.50

    801.53 -3187.50

    774.95 6205.07

    831.54 -3187.50

    780.25 4218.02

    850.30 -3187.50

    814.99 -3187.50

    830.58 -3187.50

    784.72 2541.92

    821.42 -3187.50

    810.96 -3187.50

    828.84 -3187.50

    806.18 -3187.50

    817.67 -3187.50

    788.78 1020.84

    773.80 6636.50

    820.41 -3187.50

    825.90 -3187.50

    815.26 -3187.50

    835.74 -3187.50

    771.40 7537.81

    798.57 -2651.66

    828.42 -3187.50

    780.49 4129.52

    807.15 -3187.50

  • 7/21/2019 1712111509 Option Payoffs

    11/30

    788.60 1088.21

    800.30 -3187.50

    776.70 5551.25

    835.76 -3187.50

    798.64 -2676.88

    831.02 -3187.50

    821.58 -3187.50

    824.47 -3187.50

    770.99 7690.16

    822.61 -3187.50

    848.69 -3187.50

    837.78 -3187.50

    847.50 -3187.50

    779.11 4647.18

    811.98 -3187.50

    792.66 -434.78

    790.96 202.68

    818.61 -3187.50

    808.69 -3187.50

    793.03 -573.10

    823.57 -3187.50

    822.24 -3187.50

    774.10 6525.80

    799.02 -2820.19

    798.15 -2495.18

    808.54 -3187.50

    849.50 -3187.50

    823.31 -3187.50

    793.03 -573.61

    788.66 1063.96

    805.26 -3187.50

    828.48 -3187.50

    773.11 6896.81

    843.83 -3187.50

    793.21 -640.34

    803.80 -3187.50

    826.64 -3187.50

    812.06 -3187.50

    773.27 6835.72

    773.53 6740.40

    771.18 7621.77

    816.56 -3187.50

    835.10 -3187.50

    843.65 -3187.50

    833.48 -3187.50

    810.30 -3187.50

    811.62 -3187.50

    844.68 -3187.50

  • 7/21/2019 1712111509 Option Payoffs

    12/30

    805.93 -3187.50

    828.18 -3187.50

    812.31 -3187.50

    836.08 -3187.50

    802.66 -3187.50

    843.77 -3187.50

    812.49 -3187.50

    837.95 -3187.50

    773.64 6698.29

    844.44 -3187.50

    825.64 -3187.50

    830.33 -3187.50

    824.32 -3187.50

    798.56 -2646.75

    782.96 3200.90

    849.76 -3187.50

    803.80 -3187.50

    824.86 -3187.50

    836.84 -3187.50

    794.54 -1140.38

    837.74 -3187.50

  • 7/21/2019 1712111509 Option Payoffs

    13/30

    Profit and Loss

    Contract Date 9/16/2013

    Nifty 585!5"tri#e Price 5900!00

    Option $ype Ca%%

    &'piry Date 9/26/2013

    Lot "i(e 50

    Option Price 60!00

    Nifty at Expiry

    6122.82 -8141.12

    5971.56 -578.04

    5971.28 -563.88

    6198.08 -11904.00

    5800.62 3000.00

    5701.17 3000.00

    5900.36 2981.82

    5924.10 1795.22

    5767.28 3000.005823.26 3000.00

    5885.82 3000.00

    5768.52 3000.00

    6041.47 -4073.62

    5672.62 3000.00

    5950.61 469.41

    5908.90 2555.02

    5935.55 1222.74

    5844.29 3000.00

    6002.21 -2110.70

    5815.63 3000.00

    5971.94 -597.04

    5728.71 3000.00

    5977.37 -868.68

    5661.86 3000.00

    6145.03 -9251.51

    5726.71 3000.00

    6078.54 -5926.92

    5745.25 3000.00

    5866.65 3000.00

    5893.74 3000.00

    5838.50 3000.00

    PnL of Option Buyerat Expiry

    5600 5700 5800

    -14000

    -12000

    -10000

    -8000

    -6000

    -4000

    -2000

    0

    2000

    4000

    Short NIFT

    Nifty

    P/L

    760 770 780 790

    -10000

    -8000

    -6000

    -4000

    -2000

    0

    2000

    4000

    Short LT

    LT

    P/L

  • 7/21/2019 1712111509 Option Payoffs

    14/30

    6090.16 -6508.05

    5810.07 3000.00

    5733.40 3000.00

    5805.31 3000.00

    6099.24 -6961.88

    6029.25 -3462.51

    6182.56 -11128.12

    5962.89 -144.29

    6043.18 -4158.78

    5966.73 -336.72

    5837.63 3000.00

    6091.69 -6584.27

    5821.66 3000.00

    5674.72 3000.00

    6053.42 -4671.05

    6034.41 -3720.71

    5946.46 677.21

    6074.94 -5746.90

    6086.68 -6333.89

    6085.23 -6261.40

    5916.99 2150.51

    6104.25 -7212.38

    5947.11 644.70

    5932.55 1372.46

    5938.52 1073.82

    6058.99 -4949.39

    5713.27 3000.00

    5613.84 3000.00

    6088.78 -6439.10

    5879.18 3000.00

    5792.64 3000.00

    5895.71 3000.00

    5617.10 3000.00

    5839.89 3000.00

    5714.49 3000.00

    5866.44 3000.00

    5969.12 -456.03

    6155.29 -9764.59

    6105.78 -7288.95

    6174.83 -10741.36

    5883.16 3000.00

    6073.89 -5694.62

    5628.98 3000.00

    5844.07 3000.00

    6019.68 -2983.87

    5706.18 3000.00

    5771.03 3000.00

    5834.86 3000.00

  • 7/21/2019 1712111509 Option Payoffs

    15/30

    5910.39 2480.70

    5870.17 3000.00

    5957.90 104.96

    6144.38 -9219.12

    5790.46 3000.00

    5995.82 -1791.14

    5997.05 -1852.57

    5876.87 3000.00

    5680.92 3000.00

    5677.64 3000.00

    5990.65 -1532.60

    5745.28 3000.00

    6186.33 -11316.62

    5670.43 3000.00

    5975.62 -780.77

    5908.12 2593.91

    6094.26 -6712.88

    5647.98 3000.00

    6071.28 -5564.06

    5771.88 3000.00

    5629.45 3000.00

    5679.16 3000.00

    5688.90 3000.00

    6055.00 -4750.00

    5703.52 3000.00

    5916.68 2166.06

    6013.45 -2672.64

    6199.39 -11969.42

    5600.48 3000.00

    6009.63 -2481.53

    5862.54 3000.00

    5629.87 3000.00

    5779.85 3000.00

    6138.40 -8920.04

    5774.54 3000.00

    5898.25 3000.00

    6075.90 -5794.82

    5905.10 2744.83

    6060.37 -5018.28

    6185.19 -11259.74

    6078.91 -5945.72

    5827.28 3000.00

    5848.30 3000.00

    5824.79 3000.00

    6086.00 -6300.00

    6102.77 -7138.55

    5672.42 3000.00

    5697.50 3000.00

  • 7/21/2019 1712111509 Option Payoffs

    16/30

    6112.36 -7618.09

    6142.46 -9123.11

    6109.20 -7459.83

    5895.95 3000.00

    6184.36 -11217.79

    5831.64 3000.00

    5841.24 3000.00

    5695.76 3000.00

    5930.84 1457.97

    6106.67 -7333.63

    5868.89 3000.00

    6129.57 -8478.35

    6004.55 -2227.74

    6068.65 -5432.41

    5667.59 3000.00

    5823.49 3000.00

    5655.07 3000.00

    5874.22 3000.00

    6007.52 -2375.98

    5986.43 -1321.33

    5832.21 3000.00

    5607.25 3000.00

    5995.61 -1780.63

    6136.00 -8799.83

    6185.70 -11285.19

    6056.65 -4832.39

    5923.73 1813.74

    5649.79 3000.00

    5663.93 3000.00

    5979.75 -987.65

    5633.51 3000.00

    6051.67 -4583.61

    6116.69 -7834.38

    5800.22 3000.00

    5788.71 3000.00

    6147.46 -9372.83

    5855.80 3000.00

    5669.01 3000.00

    5827.86 3000.00

    5733.36 3000.00

    5894.01 3000.00

    6106.80 -7340.08

    5781.76 3000.00

    6040.79 -4039.58

    5841.29 3000.00

    5766.08 3000.00

    5937.53 1123.29

    5886.35 3000.00

  • 7/21/2019 1712111509 Option Payoffs

    17/30

    5838.14 3000.00

    6035.97 -3798.52

    5950.20 490.00

    5979.95 -997.28

    5780.45 3000.00

    6068.86 -5443.00

    5761.82 3000.00

    5908.63 2568.39

    6103.06 -7153.01

    5843.15 3000.00

    5654.98 3000.00

    5876.67 3000.00

    6156.74 -9837.02

    6148.23 -9411.53

    5934.23 1288.72

    5791.80 3000.00

    6151.45 -9572.56

    5812.93 3000.00

    5730.59 3000.00

    6191.82 -11591.09

    6085.60 -6279.87

    5648.67 3000.00

    5961.27 -63.49

    6097.88 -6894.04

    5984.36 -1218.24

    6132.53 -8626.28

    5675.84 3000.00

    5985.96 -1297.95

    5688.21 3000.00

    6081.82 -6091.18

    5796.06 3000.00

    5908.50 2574.99

    5622.26 3000.00

    6183.40 -11170.01

    5917.40 2129.84

    5944.80 760.17

    5720.10 3000.00

    5905.16 2741.83

    6052.17 -4608.53

    5760.55 3000.00

    5819.96 3000.00

    6001.81 -2090.51

    5996.73 -1836.70

    6063.07 -5153.32

    5789.45 3000.00

    5616.45 3000.00

    5671.94 3000.00

    5838.38 3000.00

  • 7/21/2019 1712111509 Option Payoffs

    18/30

    5962.01 -100.58

    6173.14 -10656.79

    6144.90 -9244.99

    5988.69 -1434.28

    6105.58 -7278.93

    6075.36 -5767.90

    5868.23 3000.00

    5995.42 -1770.92

    6061.01 -5050.39

    6132.10 -8604.90

    5702.58 3000.00

    6030.99 -3549.55

    5687.38 3000.00

    5949.70 514.90

    6076.03 -5801.46

    5748.22 3000.00

    5733.19 3000.00

    6000.65 -2032.26

    5836.27 3000.00

    5947.86 606.88

    5663.53 3000.00

  • 7/21/2019 1712111509 Option Payoffs

    19/30

    or Options "e%%er

    Contract Date

    L)$"tri#e Price

    Option $ype

    &'piry Date

    Lot "i(e

    Option Price

    L&T at Expiry

    835.00

    829.64

    820.47

    814.24

    806.90

    834.53

    818.69

    808.26

    790.19796.51

    788.00

    801.46

    802.11

    834.05

    800.58

    848.60

    807.37

    797.14

    770.17

    815.34

    801.60

    820.07

    825.27

    811.94

    836.14

    829.62

    840.87

    821.11

    830.60

    779.25

    804.91

    5900 6000 6100 6200

    5900 Call

    at Expiry

    00 810 820 830 840 850

    00 P!T

    t Expiry

  • 7/21/2019 1712111509 Option Payoffs

    20/30

    822.99

    788.05

    834.78

    776.40

    835.05

    823.31

    842.23

    850.26

    833.22

    819.19

    831.97

    834.73

    839.02

    807.57

    811.87

    843.18

    843.88

    815.78

    786.32

    838.61

    774.92

    846.88

    805.95

    781.18

    845.20

    832.30

    841.61

    785.77

    825.08

    799.91

    836.28

    830.09

    824.69

    820.57

    833.42

    792.61

    790.90

    804.42

    818.40

    790.27

    772.26

    778.27

    831.84

    837.19

    789.43

    840.43

    808.11

    803.67

  • 7/21/2019 1712111509 Option Payoffs

    21/30

    781.02

    779.93

    828.11

    787.58

    831.74

    847.11

    838.27

    849.20

    774.54

    812.12

    773.56

    804.85

    793.37

    798.45

    777.36

    841.92

    803.93

    787.82

    827.06

    797.51

    847.99

    837.64

    816.24

    782.00

    771.16

    779.05

    821.25

    830.74

    777.67

    844.62

    842.09

    776.48

    786.21

    805.89

    800.52

    846.70

    781.54

    794.75

    802.21

    786.58

    828.81

    811.30

    835.19

    779.44

    842.83

    842.03

    795.30

    804.23

  • 7/21/2019 1712111509 Option Payoffs

    22/30

    806.63

    845.15

    791.07

    815.66

    779.79

    800.25

    835.62

    849.67

    817.93

    783.66

    793.85

    790.47

    782.19

    828.94

    847.50

    795.51

    777.27

    774.96

    843.06

    843.85

    804.44

    783.22

    818.99

    832.77

    801.53

    774.95

    831.54

    780.25

    850.30

    814.99

    830.58

    784.72

    821.42

    810.96

    828.84

    806.18

    817.67

    788.78

    773.80

    820.41

    825.90

    815.26

    835.74

    771.40

    798.57

    828.42

    780.49

    807.15

  • 7/21/2019 1712111509 Option Payoffs

    23/30

    788.60

    800.30

    776.70

    835.76

    798.64

    831.02

    821.58

    824.47

    770.99

    822.61

    848.69

    837.78

    847.50

    779.11

    811.98

    792.66

    790.96

    818.61

    808.69

    793.03

    823.57

    822.24

    774.10

    799.02

    798.15

    808.54

    849.50

    823.31

    793.03

    788.66

    805.26

    828.48

    773.11

    843.83

    793.21

    803.80

    826.64

    812.06

    773.27

    773.53

    771.18

    816.56

    835.10

    843.65

    833.48

    810.30

    811.62

    844.68

  • 7/21/2019 1712111509 Option Payoffs

    24/30

    805.93

    828.18

    812.31

    836.08

    802.66

    843.77

    812.49

    837.95

    773.64

    844.44

    825.64

    830.33

    824.32

    798.56

    782.96

    849.76

    803.80

    824.86

    836.84

    794.54

    837.74

  • 7/21/2019 1712111509 Option Payoffs

    25/30

    9/16/2013

    815!50800!00

    Put

    9/26/2013

    3*5

    8!50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    -492.871878.73

    -1312.08

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    2114.91

    -7997.79

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    -4593.87

    3187.50

    PnL of Option Buyerat Expiry

  • 7/21/2019 1712111509 Option Payoffs

    26/30

    3187.50

    -1292.37

    3187.50

    -5662.62

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    -1942.10

    3187.50

    -6216.64

    3187.50

    3187.50

    -3871.72

    3187.50

    3187.50

    3187.50

    -2150.02

    3187.50

    3153.32

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    414.72

    -224.85

    3187.50

    3187.50

    -460.78

    -7216.46

    -4962.01

    3187.50

    3187.50

    -777.89

    3187.50

    3187.50

    3187.50

  • 7/21/2019 1712111509 Option Payoffs

    27/30

    -3929.20

    -4339.44

    3187.50

    -1470.77

    3187.50

    3187.50

    3187.50

    3187.50

    -6359.91

    3187.50

    -6729.09

    3187.50

    702.80

    2606.70

    -5301.07

    3187.50

    3187.50

    -1380.34

    3187.50

    2253.46

    3187.50

    3187.50

    3187.50

    -3563.62

    -7626.13

    -4668.14

    3187.50

    3187.50

    -5185.51

    3187.50

    3187.50

    -5633.12

    -1985.49

    3187.50

    3187.50

    3187.50

    -3735.85

    1218.36

    3187.50

    -1843.62

    3187.50

    3187.50

    3187.50

    -4521.62

    3187.50

    3187.50

    1423.58

    3187.50

  • 7/21/2019 1712111509 Option Payoffs

    28/30

    3187.50

    3187.50

    -159.80

    3187.50

    -4392.30

    3187.50

    3187.50

    3187.50

    3187.50

    -2939.20

    879.65

    -386.45

    -3492.70

    3187.50

    3187.50

    1504.97

    -5337.50

    -6203.09

    3187.50

    3187.50

    3187.50

    -3104.85

    3187.50

    3187.50

    3187.50

    -6205.07

    3187.50

    -4218.02

    3187.50

    3187.50

    3187.50

    -2541.92

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    -1020.84

    -6636.50

    3187.50

    3187.50

    3187.50

    3187.50

    -7537.81

    2651.66

    3187.50

    -4129.52

    3187.50

  • 7/21/2019 1712111509 Option Payoffs

    29/30

    -1088.21

    3187.50

    -5551.25

    3187.50

    2676.88

    3187.50

    3187.50

    3187.50

    -7690.16

    3187.50

    3187.50

    3187.50

    3187.50

    -4647.18

    3187.50

    434.78

    -202.68

    3187.50

    3187.50

    573.10

    3187.50

    3187.50

    -6525.80

    2820.19

    2495.18

    3187.50

    3187.50

    3187.50

    573.61

    -1063.96

    3187.50

    3187.50

    -6896.81

    3187.50

    640.34

    3187.50

    3187.50

    3187.50

    -6835.72

    -6740.40

    -7621.77

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

  • 7/21/2019 1712111509 Option Payoffs

    30/30

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    3187.50

    -6698.29

    3187.50

    3187.50

    3187.50

    3187.50

    2646.75

    -3200.90

    3187.50

    3187.50

    3187.50

    3187.50

    1140.38

    3187.50